Robust Bayesian diagnostics

DOI10.1016/0378-3758(93)90043-6zbMATH Open0806.62022OpenAlexW2010805749MaRDI QIDQ2365877FDOQ2365877

Authors: Siva Sivaganesan 

Publication date: 29 June 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90043-6

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zbMATH Keywords

robustnesshierarchical modelsrobust Bayesian analysisexamplesinfluence measuresepsilon contamination classmodel elicitation

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• On the consistency of Bayes estimates
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayesian analysis: sensitivity to the prior
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian inference using intervals of measures
• Robust Bayesian experimental designs in normal linear models
• Bayesian Inference with Specified Prior Marginals
• Title not available (Why is that?)
• A robust Bayesian interpretation of likelihood regions
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
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• Infinitesimal sensitivity of posterior distributions
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Density based classes of priors: Infinitesimal properties and approximations
• Robust bayesian analysis given a lower bound on the probability of a set

Cited In (16)

• Local sensitivity of density bounded priors
• An overview of robust Bayesian analysis. (With discussion)
• Approximate models and robust decisions
• Bayesian robustness
• MCMC-based local parametric sensitivity estimations
• Local sensitivity diagnostics for Bayesian inference
• Robust likelihood functions in Bayesian inference
• On the overall sensitivity of the posterior distribution to its inputs
• Bayesian robustness for decision making problems: applications in medical contexts
• Influence measures and robust estimators of dependence in multivariate extremes
• Robust Bayesian seemingly unrelated regression model
• Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Infinitesimal sensitivity of posterior distributions
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Local sensitivity of posterior expectations

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